+127.7%
IEMG vs FCUV
-95.9%
+223.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -0.9% | -72.0% | +71.1% | -0.7% |
| 30D | +2.1% | -8.0% | +10.1% | +2.0% |
| 3M | +4.6% | +66.3% | -61.7% | +3.7% |
| 6M | +14.0% | -75.3% | +89.3% | +13.5% |
| YTD | +22.3% | -83.0% | +105.3% | +21.8% |
| 1Y | +30.7% | -94.7% | +125.3% | +30.3% |
| 3Y | +83.2% | -99.3% | +182.5% | +82.6% |
| 5Y | +47.0% | -99.9% | +146.8% | +46.7% |
| 10Y | +139.9% | -98.6% | +238.5% | +139.1% |
| All | +127.7% | -95.9% | +223.6% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling